Anic Equity¶

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Total return since start: 0.555 %¶

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Equity now: -----------------------------> 47504.63 Kr¶

Max Equity ever reached: ------------> 48629.89 Kr¶

Portfolio value: --------------------------> 46106.64 Kr¶

PnL: ---------------------------------------> -781.93 Kr¶

DD now: ---------------------------------> -2.314 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-01-27 16:27:20.274046'

Anic Portfolio¶

Today¶

Return: 0.412 %¶

This Week¶

Return: -0.852 %¶

Total¶

Return: 55.518 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 50 0.320000 3120.000000 193.000000 6.590000 2927.000000
HEBA B 70 1.010000 2800.000000 164.000000 6.220000 2636.000010
HMS Networks 2 0.350000 793.600000 120.600000 17.920000 673.000000
Nordea Bank Abp 29 0.920000 3515.380000 61.380000 1.780000 3453.999992
Samhällsbyggnadsbo. i Norden B 20 4.100000 405.800000 50.800000 14.310000 355.000000
MedCap 2 0.860000 467.000000 46.000000 10.930000 421.000000
SAAB B 8 -0.810000 3415.200000 38.200000 1.130000 3377.000000
Resurs Holding 22 2.930000 611.160000 37.160000 6.470000 573.999998
Corem Property Group B 59 1.770000 609.470000 32.470000 5.630000 576.999999
Swedbank A 3 2.270000 588.900000 24.900000 4.410000 564.000000
AcadeMedia 12 0.290000 580.320000 23.320000 4.190000 557.000004
Securitas B 6 2.190000 588.720000 18.720000 3.280000 570.000000
OEM International B 7 0.000000 546.000000 18.000000 3.410000 527.999997
Boozt 12 -0.070000 1670.400000 16.400000 0.990000 1653.999996
Intrum 4 -0.260000 543.400000 16.400000 3.110000 527.000000
Eastnine 4 0.160000 504.800000 13.800000 2.810000 491.000000
Norva24 Group 16 -0.170000 552.960000 9.960000 1.830000 543.000000
Samhällsbyggnadsbo. i Norden D 12 3.600000 255.600000 9.600000 3.900000 246.000000
Fastighetsbolag. Emilshus Pref 21 -0.730000 571.200000 9.200000 1.640000 562.000005
Creaspac SPAC 6 0.520000 583.800000 6.800000 1.180000 577.000002
Coor Service Management Hold. 8 0.600000 538.800000 6.800000 1.280000 532.000000
Karnov Group 9 0.170000 540.900000 4.900000 0.910000 536.000004
Handelsbanken A 5 0.320000 541.750000 -4.250000 -0.780000 546.000000
Midsona B 63 -0.440000 565.740000 -17.260000 -2.960000 582.999984
International Petroleum Corp. 5 4.350000 576.000000 -18.570000 -3.120000 594.565215
CTEK 13 -3.970000 509.600000 -24.400000 -4.570000 533.999999
Essity B 2 -2.370000 536.200000 -37.800000 -6.590000 574.000000
Vivesto 1368 0.000000 554.040000 -58.960000 -9.620000 612.999432
Essity A 4 -1.820000 1078.000000 -71.000000 -6.180000 1149.000000
Sampo Oyj SDB 7 0.190000 3766.000000 -84.000000 -2.180000 3850.000000
Fasadgruppen Group 35 2.330000 3696.000000 -115.000000 -3.020000 3810.999990
Beijer Electronics Group 26 -0.930000 2776.800000 -194.200000 -6.540000 2971.000006
OX2 18 1.780000 1443.600000 -220.400000 -13.250000 1663.999992
Axfood 13 0.260000 3477.500000 -278.500000 -7.410000 3756.000001
Ovzon 52 0.190000 2782.000000 -580.000000 -17.250000 3361.999992
TOTAL 46106.640000 -781.930000 -2.31393% 46888.564618

Updated:¶

'2023-01-27 16:27:33.389544'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶